Spatial Hadoop is an academic project that is developed and hosted by the University of Minnesota CS department. They are the only ones who really know about their system. The link you give is the link that leads to the web site documenting the spatial Hadoop system.

That said, it looks to me from reading the docs on their site that a .grid file is a spatial index and that what you need to do is to index your .shp file to produce a .grid file. There are examples on the Spatial Hadoop web site home page that show how to do this.